-36.4%
OKTA vs ACGL
+158.6%
-195.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.2% |
| 7D | +0.7% | -2.9% | +3.6% | +1.4% |
| 30D | +13.0% | -2.8% | +15.8% | +13.5% |
| 3M | +43.4% | +6.8% | +36.6% | +40.5% |
| 6M | +107.6% | -1.5% | +109.2% | +107.5% |
| YTD | +93.8% | -0.2% | +94.0% | +92.4% |
| 1Y | +80.8% | +5.3% | +75.5% | +76.3% |
| 3Y | +91.8% | +30.3% | +61.5% | +71.0% |
| 5Y | -36.4% | +151.8% | -188.2% | -62.3% |
| All | -36.4% | +158.6% | -195.0% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling